Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Sergio Mayordomo; Maria Rodriguez-Moreno; Juan Ignacio Peña
| Year of publication: |
2014
|
|---|---|
| Authors: | Mayordomo, Sergio ; Rodriguez-Moreno, Maria ; Peña Sánchez de Rivera, Juan Ignacio |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 31.2014, p. 171-192
|
| Subject: | Credit Default Swap | Liquidity commonalities | Global risk | Funding liquidity risk | Counterparty risk | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Liquidität | Liquidity | Kreditrisiko | Credit risk | Risiko | Risk | Welt | World | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Risikoprämie | Risk premium | Bankenliquidität | Bank liquidity | Derivat | Derivative | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010490426